WSJ: College Endowments Plunge

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I've said since October that the entire faculty of the Harvard Business School should resign in disgrace. What have they been teaching to have the collective business leadership of the top financial institutions fail so comprehensively?

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<p>I guess Harvard can take credit for Thain and Dimon, but it's not clear to me that the current faculty had much to do with guys who earned their degrees in '79 and '82. You may as well be going after Iowa, MIT, Stanford, and NYU, among others. They can each claim an MBA alum in the CEO ranks of major US banks.</p>

<p>I'm using HBS in the metaphorical sense. </p>

<p>They are happy to take credit for the "best and the brightest". I think they can handle being singled out when the entire financial industry suffers a collective meltdown of greed.</p>

<p>Casteen has more than a few critics too. I doubt he really even knows much about the subject and was just saying what Sandridge told him to say. The facts are they have very few liquid assets and are heavily invested in non-traded illiquid securities whose value is at best in question.</p>

<p>Also Casteen was forced to write that letter after an article appeared in the local weekly concerning the decline in UVa's endowment. I had a direct behind the scenes part in the writing of the article. </p>

<p>U</a>. of Virginia Takes Heat for Its Investment Strategy - Chronicle.com</p>

<p>I work in high level investment real estate and the BEST assets are being marked down 25-40% at this moment.</p>

<p>barrons, I thought we weren't having a recession. Goldilocks economy. :)</p>

<p>Those are very large markdowns.</p>

<p>When are apartment buildings going to take a hit?</p>

<p>What is the hit for assets that aren't the BEST?</p>

<p>Yes, it finally caught up to us. But it really took until late last Fall. Now we are close to a free fall. </p>

<p>Average assets would be at the upper end of that range. A friend just sold a small class B office building for $1.3 million. It had been bought a couple years ago for over $2,000,000. He said the seller was happy to get the 1.3. </p>

<p>I don't do many apartments but my friends who do say they are down about 20%. Lots of renters moving out of foreclosures ;-)</p>

<p>Is this in the Seattle area?</p>

<p>Yes, but would apply to all major national (Top 10 or so) markets plus a minus a few percent. I have data from LA that are similar. Basically few buyers and a few need to sell now sellers (ProLogis, General Growth, other leveraged REITs).</p>

<p>I have a friend who will be shopping for apartments this spring. He's lowered his rents for good tenants hoping that they will stay. I think that all of his units or almost all are rented out. Triple-deckers for under $100K - not too bad. He bought his current units back in the 80s when prices were trashed. He maintains them all himself.</p>

<p>The Feds are going to try to get stimulus money to generate the most jobs possible and that's the low-end. They have to live somewhere so it should work out. Unless the bankers, politicians and other gatekeepers siphon it off first.</p>

<p>Casteen said the same thing the others have. Next letter will be the things have gotten worse since the last letter letter. Good news for UVA is that they only depend on endowment for 5% of budget. HYP all over 40%.</p>

<p>As far as real estate the problem is that these private equity/hedge funds own the riskiest portion of highly leveraged real estate. So when you own the most exposed 10% and the value goes down 35% you are pretty clearly at zero. Same things with companies the private equities bought. Look at the companies going bankrupt-pretty much all bought by private equities and the leverage killed them.</p>

<p>On most properties the incomes are about the same. What has changed is the cap rate and IRR buyers want. For typical Grade A investment deals the cap rate has jumped from 5.5-6.5% to 8-9&. With the same income your value is now down around 25-40%. IRR requirements went from 7.5% to over 9% with lower income growth assumptions and higher residual cap rates. A triple whammy on value.</p>

<p>sm74. For the UVa operating budget (total less the hospital operations which are not really part of the university educational operations) the income from endowment is over 10% of the budget.</p>

<p><a href="http://www.virginia.edu/budget/Docs/2008-2009%20Budget%20Summary%20All%20Divisions.pdf%5B/url%5D"&gt;http://www.virginia.edu/budget/Docs/2008-2009%20Budget%20Summary%20All%20Divisions.pdf&lt;/a&gt;&lt;/p>

<p>Well, I must live in the wrong part of the country. I don't think San Francisco has seen those declines or cap rates.</p>

<p>Those are some serious declines in prices and big moves in cap rates. I'm hearing around here cap rates have moved up 50 basis points.</p>

<p>"As far as real estate the problem is that these private equity/hedge funds own the riskiest portion of highly leveraged real estate. So when you own the most exposed 10% and the value goes down 35% you are pretty clearly at zero. Same things with companies the private equities bought. Look at the companies going bankrupt-pretty much all bought by private equities and the leverage killed them."</p>

<p>Ugly. And then there are capital calls on top of this.</p>

<p>Warehouses in California industrial areas are in the 7.5-8% range and traded at below 6% a year ago. SF is always a very high market with limited supply so it might do better as nobody will sell at current pricing levels. A very good downtown Seattle Class A office is about to sell at over an 8% cap rate. Zell's Equity Office stuff sold at around 4.5-5% two years ago.</p>

<p>"A very good downtown Seattle Class A office is about to sell at over an 8% cap rate. Zell's Equity Office stuff sold at around 4.5-5% two years ago."</p>

<p>Wow. What a change.</p>

<p>Barrons, the 5% number I used came from the Casteen letter. I'd agree that your number is probably more accurate.</p>

<p>I'm sort of surprised that people involved with these Universities, especially professors and donors, aren't demanding to know what really is inside these endowments. Almost half the budget of some of these big time schools are controlled by endowment managers and they have no idea what these managers are doing, what kind of risks they are taking, and what this stuff they own is really worth.</p>

<p>Looks like Harvard Business School can look right in their own back yard to find a fascinating example for their case-study method...rofl</p>

<p>In fairness to Harvard, Yale has clearly surpassed Harvard in press release gobbledy-gook on the economic front. Yale says that, unlike Harvard, they don't have a hiring freeze. Instead they have a "hiring chill" and are practicing heightened "positional control" to achieve a 5% reduction in salary expenses for next year.</p>

<p>Whatever.</p>

<p>News from the Columbia blog regarding Columbia's endowment decline:</p>

<p>"The decline, while still significant, is not as bad as it could have been. Last month, Barnard announced a six-month decline (of the entire endowment, as opposed to its investments portfolio) of around 25%, while Harvard and Yale lost 22% and 25% on their investments, respectively, through the end of October (at that point, according to Bollinger's email, Columbia's own decline was only 11.8%). </p>

<p>Bollinger closes the dispatch with a summary of the budget cuts ahead. "Although certain parts of the University (such as the central administration) are significantly dependent on endowment for operating revenue..." he writes, "the University as a whole counts on its endowment for only 13% of operating budget." Even though this number is lower than Columbia's peers, Bollinger says, "to facilitate a smooth transition to these new financial realities, we are asking all budget units to model an 8% decline in endowment funds available for operations next year."</p>

<p>And the email from President Bollinger:</p>

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<p>Dear fellow members of the Columbia community, </p>

<p>I write because we are now entering the University's season for preparing next year's operating budgets, and it is therefore an appropriate time to provide an update on the economic environment we face and the context in which next year's budgets will be crafted. </p>

<p>We are all aware that the global capital markets and the nation's economy continue to experience significant problems, with resulting financial challenges for businesses, governments and universities across the country. At Columbia, it is difficult to give a general picture of the impact of the current conditions because each of our schools and administrative units has a different set of revenue sources and expenses. This fiscal diversity means that our schools must identify their own ways of achieving a sound financial equilibrium. To the extent I can, however, I want to offer some general observations and specific information about our university-wide experience and the future we will face together. </p>

<p>In the last six months, Columbia has maintained its impressive momentum as one of the world's great research universities. Across our schools, applications for admissions for the coming year are extremely strong, reflecting the competitiveness of both our undergraduate and graduate programs. Our physicians remain the doctors of choice for patients who need the best health care, and patient care revenues have grown significantly in the first half of this year. Columbia's research community is competing successfully for grants even in a time of a decline in real federal funding. Sponsored research has substantially outpaced the prior year's performance for the same period. The bonds with our alumni and friends have never been stronger, nor has their generosity been greater. For the first six months of this fiscal year, gifts and pledges exceed last year's record pace, and The Columbia Campaign passed the $3 billion milestone -- ahead of schedule. </p>

<p>Yet encouraging as all this is, it tells only part of the story. The nation, New York State and the City are all confronting serious financial challenges, and the consensus is that matters will not improve in the short term. We must, therefore, plan with the assumption that the rapid pace of gifts to the University may slow and that the financial health of our students and their families may necessitate an increase in financial support from Columbia. Columbia's greatness is built on our tradition of attracting remarkable students regardless of their financial situation, a commitment that is unqualified. </p>

<p>Furthermore, Columbia's endowment, like most investment portfolios, has declined, although we believe that we have fared reasonably well under extremely difficult market conditions. For a variety of reasons, October 31st has become a date when some other universities have offered reports on their investment performance. Our performance in that period was a decline of 11.8%. Using the most current information available, and in the normal form of tracking investment performance, during the six-month period ending December 31st, the total return of the University's investment portfolio declined by approximately 15%. Given the volatility of capital markets, one cannot accurately project what will unfold in the spring. </p>

<p>It is important to recognize that although certain parts of the University (such as the central administration) are significantly dependent on endowment for operating revenue -- and will therefore have to meaningfully constrain spending -- the University as a whole counts on its endowment for only 13% of operating budget. Our relatively small collective dependence on endowment means that the current market downturn hurts less than it does for some of our peers. But let there be no doubt, we still have to face hard choices in the months ahead. To facilitate a smooth transition to these new financial realities, we are asking all budget units to model an 8% decline in endowment funds available for operations next year. Hopefully, by accepting and planning for this new reality, we will be in a position to move forward in strength. </p>

<p>Let me conclude by saying that we enter this new environment after a strong period of rapid growth in both resources and enhancement of our academic mission. Without doubt, the global economic scene is forcing us to pull back in our personal and professional lives. I am completely confident, however, that by addressing our challenges in a forthright manner and by focusing our resources on sustaining the core of our intellectual life we will emerge even stronger in the years to come. </p>

<p>Sincerely, </p>

<p>Lee C. Bollinger
President</p>

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Using the most current information available, and in the normal form of tracking investment performance, during the six-month period ending December 31st, the total return of the University's investment portfolio declined by approximately 15%.

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<p>That may be the single most disingenuous statement I've ever read. He is specifically excluding all non-pubicly traded investments, but in a way that is so dishonest and misleading, it's almost hard to fathom. I don't know how Lee Bollinger looks himself in the mirror. There is certainly no basis for signing that letter, "sincerely".</p>

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I'm sort of surprised that people involved with these Universities, especially professors and donors, aren't demanding to know what really is inside these endowments. Almost half the budget of some of these big time schools are controlled by endowment managers and they have no idea what these managers are doing, what kind of risks they are taking, and what this stuff they own is really worth.

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<p>But at the same time, I sort of wonder what good that would do. We had some of the most sophisticated financial players in the country making decisions that ended up being staggeringly bad. Is it realistic to assume that oversight from faculty or donors would be informative or useful? Or preventative?</p>